Iowa City, IA 52242-1000
United States
http://andrlikova.com
University of Iowa - Department of Finance
COVID-19 pandemic, equity term structure, US industry performance, consumption shocks
Asset Price bubbles, Markets
contemporaneous cash flow risk, safe asset characteristics, hedging consumption shocks, preference shocks, recession indicator
Innovation, Crises, Executive Compensation, Managerial Incentives, Financial Constraints
Idiosyncratic volatility puzzle, Bayesian updating, asymmetric signal precision, firm underperformance
International Asset Pricing, Asymmetric Dependence, State-Dependent Return Correlations
Foreign Exchange, Market Microstructure, Information, Volatility
REITs; Asymmetric dependence; Asset pricing; Tail risk; downside risk; B; Jadj